What is QuantMyStocks?

QuantMyStocks is a momentum investing platform that ranks stocks from major U.S. indices (S&P 500, 400, 600, and NASDAQ 100) based on our proprietary algorithm. We provide daily rankings, backtesting tools, and automated trading capabilities to help you implement momentum strategies without writing code.

How does the momentum algorithm work?

Our algorithm calculates a composite momentum score based on multiple timeframes (3-month, 6-month, and 12-month returns) with volatility adjustments. Stocks are filtered for liquidity and then ranked by their momentum score. This approach is backed by decades of academic research on factor investing.

Do I need coding experience?

No coding experience is required. Our platform is designed with a no-code interface, making it accessible to traders of all technical backgrounds. For advanced users, we also offer API access and GitHub Actions integration for custom automation.

How does automated trading work?

We integrate with Alpaca brokerage through GitHub Actions. You set up a workflow that runs on a schedule (e.g., daily at market open). The workflow fetches the latest rankings, calculates your target positions based on your settings, and executes trades automatically. You maintain full control and can disable it anytime.

What is the minimum investment required?

There is no minimum investment for using our platform. However, for automated trading with Alpaca, they have no account minimum for paper trading and a small minimum for live trading. We recommend starting with paper trading to test strategies before committing real capital.

How accurate is backtesting?

Our backtests use adjusted close prices to account for dividends and splits. While backtests cannot guarantee future performance, they help you understand how a strategy would have performed historically. We include important metrics like maximum drawdown, Sharpe ratio, and comparison to benchmarks.

S&P 400 Reshuffles Six Names in June Recomposition

Upcoming earnings — CNXC Jun 29 · FLEX Jul 22

Roku headlines a six-stock wave into the S&P MidCap 400, with most changes hitting June 22.

S&P MidCap 400 (^SP400)

Added:

Coeur Mining (CDE) — June 22
Roku (ROKU) — June 22
Sanmina Corp (SANM) — June 22
Sirius XM (SIRI) — June 11
Semtech Corporation (SMTC) — June 22
Viavi Solutions (VIAV) — June 22

Removed:

Blackbaud (BLKB) — June 22
Bellring Brands (BRBR) — June 22
Concentrix (CNXC) — June 22
Coty (COTY) — June 22
Flex Ltd (FLEX) — June 22
Masimo (MASI) — June 11

The mechanical reason these dates matter: index funds tracking the S&P 400 are forced to buy every addition and sell every deletion at roughly the same time. That concentrated, predictable demand tends to push adds higher and drops lower in the days around the effective date — a pattern momentum traders have watched for decades.

Roku's inclusion is the one to watch. It carries far more liquidity and market attention than typical mid-cap additions, which can amplify the buying pressure as trackers scramble to establish positions before the open on June 22.